SGAPY vs. BABA
SGAPY (Singapore Telecommunications PK) and BABA (Alibaba Group Holding Limited) are both stocks. SGAPY operates in Telecom Services (Communication Services), while BABA operates in Internet Retail (Consumer Cyclical). Over the past 10 years, SGAPY returned 6.96%/yr vs 3.87%/yr for BABA. At a 0.27 correlation, their price movements are largely independent.
Performance
SGAPY vs. BABA - Performance Comparison
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Returns By Period
In the year-to-date period, SGAPY achieves a -5.51% return, which is significantly higher than BABA's -27.73% return. Over the past 10 years, SGAPY has outperformed BABA with an annualized return of 6.96%, while BABA has yielded a comparatively lower 3.87% annualized return.
SGAPY
- 1D
- 0.12%
- 1M
- -6.17%
- YTD
- -5.51%
- 6M
- -4.97%
- 1Y
- 15.92%
- 3Y*
- 28.25%
- 5Y*
- 19.38%
- 10Y*
- 6.96%
BABA
- 1D
- -1.99%
- 1M
- -18.51%
- YTD
- -27.73%
- 6M
- -29.83%
- 1Y
- -6.26%
- 3Y*
- 9.52%
- 5Y*
- -12.29%
- 10Y*
- 3.87%
SGAPY vs. BABA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGAPY Singapore Telecommunications PK | -5.51% | 64.06% | 27.43% | 2.99% | 15.04% | 1.74% | -27.57% | 22.60% | -14.82% | 14.76% |
BABA Alibaba Group Holding Limited | -27.73% | 75.80% | 11.77% | -10.83% | -25.84% | -48.96% | 9.73% | 54.74% | -20.51% | 96.37% |
Correlation
The correlation between SGAPY and BABA is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2014 | 0.27 |
The correlation between SGAPY and BABA shifts across timeframes, from 0.11 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SGAPY:
SGD 3.67
BABA:
CN¥33.90
SGAPY:
11.77
BABA:
20.96
SGAPY:
0.12
BABA:
0.94
SGAPY:
2.54
BABA:
2.11
SGAPY:
SGD 28.16B
BABA:
CN¥811.51B
SGAPY:
SGD 6.69B
BABA:
CN¥332.88B
SGAPY:
SGD 9.33B
BABA:
CN¥112.44B
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Return for Risk
SGAPY vs. BABA — Risk / Return Rank
SGAPY
BABA
SGAPY vs. BABA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Singapore Telecommunications PK (SGAPY) and Alibaba Group Holding Limited (BABA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SGAPY | BABA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.87 | ||
| Sortino ratioReturn per unit of downside risk | +1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.01 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | -0.14 | +0.96 |
| Martin ratioReturn relative to average drawdown | 2.54 | -0.31 | +2.85 |
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Drawdowns
SGAPY vs. BABA - Drawdown Comparison
The maximum SGAPY drawdown since its inception was -56.22%, smaller than the maximum BABA drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for SGAPY and BABA.
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Drawdown Indicators
| SGAPY | BABA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.22% | -80.09% | +23.87% |
Max Drawdown (1Y)Largest decline over 1 year | -19.47% | -44.05% | +24.58% |
Max Drawdown (3Y)Largest decline over 3 years | -19.47% | -44.05% | +24.58% |
Max Drawdown (5Y)Largest decline over 5 years | -19.47% | -72.48% | +53.01% |
Max Drawdown (10Y)Largest decline over 10 years | -41.96% | -80.09% | +38.13% |
Current DrawdownCurrent decline from peak | -17.34% | -64.83% | +47.49% |
Average DrawdownAverage peak-to-trough decline | -13.47% | -37.60% | +24.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.27% | 20.46% | -14.19% |
Volatility
SGAPY vs. BABA - Volatility Comparison
Singapore Telecommunications PK (SGAPY) has a higher volatility of 8.60% compared to Alibaba Group Holding Limited (BABA) at 8.04%. This indicates that SGAPY's price experiences larger fluctuations and is considered to be riskier than BABA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGAPY | BABA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.60% | 8.04% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 16.70% | 29.22% | -12.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.97% | 43.84% | -21.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.18% | 51.46% | -31.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.95% | 43.42% | -23.47% |
Dividends
SGAPY vs. BABA - Dividend Comparison
SGAPY's dividend yield for the trailing twelve months is around 4.19%, more than BABA's 1.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BABA Alibaba Group Holding Limited | 1.00% | 1.36% | 1.96% | 1.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SGAPY Singapore Telecommunications PK | 4.19% | 3.96% | 5.54% | 5.13% | 3.54% | 2.95% | 4.39% | 5.02% | 5.83% | 7.45% | 9.85% | 4.63% |
Financials
SGAPY vs. BABA - Financials Comparison
This section allows you to compare key financial metrics between Singapore Telecommunications PK and Alibaba Group Holding Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SGAPY and BABA have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGAPY has higher volatility (8.60%) compared to BABA (8.04%). In terms of maximum drawdown, SGAPY dropped -56.22% vs BABA's -80.09%.
SGAPY currently has the higher Sharpe Ratio (0.73 vs -0.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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